Mathematical models, particularly process models, are often built to capture complex interrelationships between input parameters and outputs. Neural networks may be used in such models to establish correlations between input parameters and outputs. Because input parameters may be statistically distributed, these models may also need to be optimized, for example, to find appropriate input values to produce a desired output. Simulation may often be used to provide such optimization.
When used in optimization processes, conventional simulation techniques, such as Monte Carlo or Latin Hypercube simulations, may produce an expected output distribution from knowledge of the input distributions, distribution characteristics, and representative models. G. Galperin et al., “Parallel Monte-Carlo Simulation of Neural Network Controllers,” available at http://www-fp.mcs.anl.gov/ccst/research/reports_pre1998/neural_network/galperin.html, describes a reinforcement learning approach to optimize neural network based models. However, such conventional techniques may be unable to guide the optimization process using interrelationships among input parameters and between input parameters and the outputs. Further, these conventional techniques may be unable to identify opportunities to increase input variation that has little or no impact on output variations. Such conventional techniques may also fail to represent the optimization process and results effectively and efficiently to users of these models.
Methods and systems consistent with certain features of the disclosed systems are directed to solving one or more of the problems set forth above.